ESGV vs. VTI
Compare and contrast key facts about Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Total Stock Market ETF (VTI).
ESGV and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both ESGV and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGV or VTI.
Key characteristics
| ESGV | VTI | |
|---|---|---|
| YTD Return | 25.46% | 21.08% |
| 1Y Return | 20.81% | 17.27% |
| 3Y Return (Ann) | 7.15% | 7.61% |
| 5Y Return (Ann) | 14.07% | 13.03% |
| Sharpe Ratio | 1.48 | 1.30 |
| Daily Std Dev | 14.86% | 14.05% |
| Max Drawdown | -33.66% | -55.45% |
Correlation
The correlation between ESGV and VTI is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
ESGV vs. VTI - Performance Comparison
In the year-to-date period, ESGV achieves a 25.46% return, which is significantly higher than VTI's 21.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESGV vs. VTI - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 1.19%, less than VTI's 1.46% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 1.19% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.46% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
ESGV vs. VTI - Expense Ratio Comparison
ESGV vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 1.48 | ||||
VTI Vanguard Total Stock Market ETF | 1.30 |
ESGV vs. VTI - Drawdown Comparison
The maximum ESGV drawdown for the period was -16.82%, roughly equal to the maximum VTI drawdown of -14.06%. The drawdown chart below compares losses from any high point along the way for ESGV and VTI
ESGV vs. VTI - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.09% and 2.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.